Quantitative Research Production Analyst

1 month ago


mumbai, India JPMorgan Chase & Co. Full time

Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.
 

As Quantitative Research Production Analyst you will be part of IBQR Data and Production team which provides excellent exposure to any candidate interested in Credit Risk, Basel regulations, Allowance determination and stress forecasting. The team works across the Wholesale bank and is closely aligned with firm-wide partners including Quantitative Research, Finance, Model Risk & Development, Technology and the Regulatory Capital Management Office. We seek candidates with strong skills in corporate finance, data analytics, big-data architecture and communication.

Be part of team focused on delivering data processing and forecasting results production for the wholesale loans and commitment portfolio to meet the FRB CCAR requirements for Y-14A stress testing, IFRS-9 Expected Credit Loss, and US-GAAP CECL.

Job responsibilities

Execute and deliver the quarterly stress forecasting results with focus on data needs Perform portfolio analysis, data segmentation, data transformation and database interaction to prepare various datasets Work in an Agile framework to write business requirements in the form of JIRA epics & user stories to develop data and system requirements for credit risk modelling platform Define data models , metadata and data dictionary that will enable data analysis and analytical explorations Understand the implementation of the forecasting architecture, systems and dataflow Identify issues and streamline data flow from acquisition to results production Support the strategic build-out of stress testing workflow/dataflow for future initiatives Liaise with technology partners and LOBs to improve and enhance the forecasting process Help to plan and perform for all production/testing needs Perform control and reconciliation against deliveries in addition to creating/enhancing formal governance

Required qualifications, capabilities, and skills

Minimum 1-3 years of experience working in Wholesale Risk Management, Corporate Finance, Data Analytics Familiarity with the software development lifecycle Data Analysis and data manipulation skills using SQL , Python & MS Excel is Required Coding knowledge and experience in Python/SQL is required Understanding of big-data analytics and strategic data synthesis Ability to organize work and solve problems independently and excel in a high-pressure, deadline oriented environment. Excellent written and verbal communication skills, ability to engage and work with internal and external stakeholders Tableau and data visualization familiarity Familiarity with Traditional Credit Products (Loans, Letter of Credit, Stand by Letter of Credit, Syndications) Experience with wholesale loans and commitments product and systems, as well as its data flows BA/BS degree required; Master degree or CFA

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